The following pages link to (Q2783444):
Displayed 8 items.
- Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
- Markov-switching stochastic trends and economic fluctuations (Q953740) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- Functional monetary aggregates, monetary policy, and business cycles (Q2246747) (← links)
- Do monetary policy shocks generate TAR or STAR dynamics in output? (Q2687868) (← links)
- Testing for co-nonlinearity (Q2687873) (← links)
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
- Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)